-0.3%
PDD vs TOST
-38.4%
+38.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +5.6% | +9.4% | -3.8% | +3.0% |
| 30D | +5.8% | +13.5% | -7.7% | +1.9% |
| 3M | -8.6% | -0.1% | -8.5% | -9.0% |
| 6M | -18.8% | +22.5% | -41.3% | -24.5% |
| YTD | -26.8% | -2.4% | -24.4% | -27.9% |
| 1Y | -39.3% | -4.7% | -34.6% | -39.9% |
| 3Y | -22.5% | +103.2% | -125.7% | -46.4% |
| All | -0.3% | -38.4% | +38.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling